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Klaus Pötzelberger

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Journal Articles

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2021
[j3]
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  - journals/cstat/GurP21
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Sercan Gür, Klaus Pötzelberger:
On the empirical estimator of the boundary in inverse first-exit problems. Comput. Stat. 36(3): 1809-1820 (2021)
2019
[j2]
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Sercan Gür, Klaus Pötzelberger:
Sensitivity of boundary crossing probabilities of the Brownian motion. Monte Carlo Methods Appl. 25(1): 75-83 (2019)
2012
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Klaus Pötzelberger:
Improving the Monte Carlo estimation of boundary crossing probabilities by control variables. Monte Carlo Methods Appl. 18(4): 353-377 (2012)

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